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| {{Infobox Organization
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| | name = COIN-OR
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| | image = COIN_OR_LOGO.png
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| | size = 80x80
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| | formation = 2000
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| | website = http://www.coin-or.org
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| }}
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| '''COIN-OR''', which stands for '''Computational Infrastructure for [[Operations Research]]''', is a project that aims to "create for mathematical [[software]] what the open literature is for mathematical [[theory]]." The open literature (e.g., a research journal) provides the OR community with a peer-review process and an archive. Papers in operations research journals on mathematical theory often contain supporting numerical results from computational studies. The software implementations, models, and data used to produce the numerical results are typically not published. The status quo impeded researchers needing to reproduce computational results, make fair comparisons, and extend the state of the art.
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| The success of [[Linux]], [[Apache HTTP Server|Apache]], and other projects popularized the [[open-source]] model of software development and distribution. A group at [[IBM]] Research proposed [[open source]] as an analogous yet viable means to "publish" software, models, and data. COIN-OR was conceived as an initiative to promote [[open-source]] in the computational [[Operations Research]] community and to provide the on-line resources and hosting services required to enable others to run their own [[open-source]] software projects.
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| The COIN-OR website was launched as an experiment in 2000, in conjunction with 17th International Symposium on Math Programming in Atlanta, Georgia. In the year 2007, COIN-OR had 25 application projects,<ref>[http://www.coin-or.org/coin-or-foundation/annual_report2007.pdf COIN-OR Annual Report, 2007]</ref> including tools for [[linear programming]] (e.g., [[#CLP|COIN-OR CLP]]), [[nonlinear programming]] (e.g., [[IPOPT]]), [[integer programming]] (e.g., CBC, Bcp and [[#SYMPHONY|COIN-OR SYMPHONY]]), [[algebraic modeling language]]s (e.g., [[Coopr]]) and more. COIN-OR is hosted by the Institute for Operations Research and the Management Sciences, [[INFORMS]], and run by the educational, non-profit COIN-OR Foundation.
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| == Projects ==
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| === CLP ===
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| CLP (COIN-OR [[Linear programming|LP]]) is an [[open source|open-source]] [[linear programming]] [[solver]] written in [[C++]]. It is published under the [[Common Public License]] so it can be used in commercial [[software]] without any of the contamination issues of the [[GNU General Public License]]. CLP is primarily meant to be used as a callable library, although a stand-alone executable version can be built. It is designed to be as reliable as any commercial solver (if not quite as fast) and to be able to tackle very large problems.
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| CLP is designed to solve [[linear programming]] problems such as :
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| :: minimize <math>c_1 x_1 + c_2 x_2\,</math>
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| * subject to '''problem constraints''' of the following form
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| :: <math>a_{11} x_1 + a_{12} x_2 \le b_1</math>
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| :: <math>a_{21} x_1 + a_{22} x_2 \le b_2</math>
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| :: <math>a_{31} x_1 + a_{32} x_2 \le b_3</math>
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| * '''Non-negative variables'''
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| :: <math>x_1 \ge 0 </math>
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| :: <math>x_2 \ge 0 </math>
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| with up to millions of variables and/or constraints. Its main algorithm is the [[Simplex algorithm]].
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| CLP is used in other COIN-OR projects such as [[COIN-OR#SYMPHONY|SYMPHONY]], BCP (Branch Cut and Price), [[COIN-OR#CBC|CBC]] (COIN-OR Branch and Cut) and others.
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| === CBC ===
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| CBC (COIN-OR [[branch and cut]]) is an open-source [[Linear programming#Integer unknowns|mixed integer programming]] solver written in [[C++]]. It can both be used as a stand-alone executable and as a callable library (through [[AMPL]] [natively], [[General Algebraic Modeling System|GAMS]] [using the links provided by the ''COIN-OR Optimization Services'' (OS) and ''GAMSlinks'' projects], [[Mathematical Programming Language|MPL]] [through the ''CoinMP'' project], [[AIMMS]] [through the ''AIMMSlinks'' project], or [[COIN-OR#PuLP|PuLP]]).
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| === SYMPHONY ===
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| <!-- SYMPHONY is a program for solving a class of mathematical problems called [[integer programming]] (IP) problems and its variants. A [[linear programming]] problem is an [[optimization (mathematics)|optimization]] problem in which we want to maximize or minimize a [[linear]] objective function over a set of [[linear]] constraints. A Pure Integer Programming problem is a [[Linear Programming]] problem in which all the variables are allowed to assume only [[integer]] values. A Mixed Integer Programming (MIP) problem is similar to a Pure IP Problem, but only some of the variables are constrained to be integers. Other variables can assume non-integral values. MIPs are useful in modelling a lot of real life problems in logistics, scheduling, production planning, finance and management sciences. They are also extensively used in theoretical research like combinatorics, statistics, physics and computational biology. MIPs are therefore, an important tool in the field of [[Operations research]] (OR), which is, roughly, the analysis and optimization of [[business]] and other decisions using [[mathematics]]. -->
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| [http://projects.coin-or.org/SYMPHONY SYMPHONY] (Single- or [[Parallel computing|multi-process]] [[optimization (mathematics)|optimization]] over [[network theory|networks]]) is an open source [[branch and cut]] framework for solving [[Linear programming|mixed integer programs]] (MIPs) over heterogeneous networks – and can use [[#CLP|CLP]], [[CPLEX]], XPRESS or other [[linear programming]] solvers to solve the underlying linear programs.
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| SYMPHONY is a callable library which implements both sequential and parallel versions of branch, cut and price to solve MILPs. A branch, cut and price algorithm is similar to a [[branch and bound]] algorithm but additionally includes [[Cutting-plane method]]s and pricing algorithms. The user of the library can customize the algorithm in any number of ways by supplying application-specific subroutines for reading in custom data files, generating application-specific cutting planes, or applying custom branching rules, resulting in a customized state-of-the-art branch and cut algorithm. Most components of the algorithm, e.g., search tree management, management of linear programming solution, cut pool management, and communication management, are internal to the library and need not be touched by the user. The executables can be built in any number of configurations ranging from completely sequential to fully parallel with independently functioning cut generators, cut pools, and LP solvers. The distributed version currently runs in any environment supported by the [[PVM]] message passing protocol. The same source code can also be compiled for shared-memory architectures using any [[OpenMP]] compliant compiler.
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| SYMPHONY reads [[MPS (format)|MPS]] (through the COIN-OR MPS reader) and [[GNU Linear Programming Kit|GNU MathProg]] files. SYMPHONY does not have an LP-Solver of its own, but can be used with solvers like Clp, Cplex, Xpress through the Osi-interface. Cuts are generated using COIN's cut generation library: CGL. SYMPHONY also has structure specific implementations for problems like the [[Traveling salesman problem]], [[Vehicle routing problem]], [[Set partitioning problem]], [[Mixed postman problem]] etc. SYMPHONY also has an interactive shell where the user can enter commands to execute and control the program.
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| === PuLP ===
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| [http://projects.coin-or.org/PuLP PuLP] is an LP modeler written in [[Python (programming language)|Python]]. It can generate [[MPS (format)|MPS]] or LP files and call [[GNU Linear Programming Kit|GLPK]], [[COIN-OR#CLP|CLP]]/[[COIN-OR#CBC|CBC]], [[CPLEX]], and [[Gurobi]] to solve linear problems.
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| === SMI ===
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| [http://www.coin-or.org/projects/Smi.xml SMI] is a [[Stochastic programming]] modeler and solver written in C++. It can read Stochastic MPS as well as offers direct interfaces for constructing stochastic programs. It generates the deterministic equivalent linear program, solves it, and provides interfaces to access the scenario solutions.
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| == References ==
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| <references/> | |
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| == Further reading ==
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| * J.T. Linderoth and T.K. Ralphs: ''[http://coral.ie.lehigh.edu/pubs/files/jtl3_noncomm.pdf Noncommercial Software for Mixed-Integer Linear Programming]''. In: ''Integer Programming: Theory and Practice'', John Karlof (ed.), CRC Press Operations Research Series, 2005, 253-303. (Working paper version)
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| * T. Ralphs: ''[http://www.gerad.ca/fichiers/activites/act0922/RalphsCOIN-OptimizationDays13.pdf An Introduction to the COIN-OR Optimization Suite: Open Source Tools for Building and Solving Optimization Models]''. Optimization Days, Montreal, May 7, 2013. (Presentation slides)
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| == External links ==
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| * [http://branchandcut.org SYMPHONY Homepage]
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| * [http://coin-or.org COIN-OR], Computational Infrastructure for Operations Research
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| * COIN-OR solvers are available in the [[AIMMS]], [[AMPL]] and [[General Algebraic Modeling System|GAMS]] modeling systems as well as in the [[FortSP]] solver
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| {{Mathematical optimization software}}
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| {{DEFAULTSORT:Coin-Or}}
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| [[Category:Mathematical optimization software]]
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